Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-16 0.361976 0.398604 0.439151 0.487716 0.544774 0.610280 0.692056
2025-11-23 0.325885 0.374096 0.431027 0.504351 0.598026 0.716256 0.881204
2025-11-30 0.295391 0.349195 0.415755 0.506280 0.629800 0.798429 1.058017
2025-12-07 0.270565 0.327092 0.399586 0.502567 0.650956 0.867794 1.233173
2025-12-14 0.249830 0.307438 0.383485 0.495451 0.664423 0.926596 1.407104
2025-12-21 0.231250 0.288591 0.366050 0.483464 0.667629 0.968540 1.563667
2025-12-28 0.222254 0.281706 0.364116 0.493249 0.705141 1.073702 1.876876
2026-01-04 0.216081 0.278026 0.366076 0.508688 0.753753 1.209329 2.317290
2026-01-11 0.205195 0.266721 0.355693 0.503152 0.765017 1.276276 2.630982
2026-01-18 0.198774 0.261354 0.353631 0.510670 0.800538 1.401146 3.178226
2026-01-25 0.186567 0.246671 0.336145 0.490418 0.780760 1.401093 3.349771
2026-02-01 0.175631 0.233312 0.319880 0.470831 0.759758 1.394042 3.498735
2026-02-08 0.169379 0.226883 0.314427 0.470166 0.777474 1.486731 4.103376
2026-02-15 0.166767 0.225797 0.317357 0.484604 0.828463 1.679592 5.365729
2026-02-22 0.161760 0.220699 0.313348 0.485865 0.851542 1.806716 6.539647
2026-03-01 0.156223 0.214470 0.307033 0.482139 0.862894 1.904665 7.755977
2026-03-08 0.150558 0.207761 0.299492 0.475352 0.866162 1.979743 9.017134
2026-03-15 0.144510 0.200174 0.290040 0.464040 0.857117 2.012690 10.056909
2026-03-22 0.142309 0.198664 0.290908 0.473223 0.899546 2.240552 13.995324
2026-03-29 0.141052 0.198602 0.294254 0.487719 0.958398 2.563919 22.043874
2026-04-05 0.136853 0.193506 0.288384 0.482518 0.964459 2.680389 28.127887
2026-04-12 0.134703 0.191712 0.288312 0.489576 1.005488 2.976074 46.139090
2026-04-19 0.128962 0.183695 0.276578 0.470549 0.969853 2.895005 47.646565